+68,471.7%
AXON vs MCO
+3,853.6%
+64,618.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.5% |
| 7D | +0.8% | +0.5% | +0.3% | +0.5% |
| 30D | -22.8% | +9.8% | -32.6% | -26.4% |
| 3M | -48.8% | +4.3% | -53.0% | -49.7% |
| 6M | -16.3% | +16.5% | -32.8% | -22.3% |
| YTD | -44.5% | +0.1% | -44.6% | -44.2% |
| 1Y | -43.4% | +4.4% | -47.8% | -44.4% |
| 3Y | +44.3% | +51.6% | -7.3% | +15.3% |
| 5Y | +85.1% | +36.7% | +48.4% | +55.1% |
| 10Y | +1,060.5% | +455.7% | +604.8% | +379.8% |
| All | +68,471.7% | +3,853.6% | +64,618.2% | +10,864.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling